+551.0%
XRT vs HDB
+1,092.1%
-541.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.8% |
| 7D | +2.5% | +13.7% | -11.2% | -1.9% |
| 30D | +10.3% | +15.8% | -5.5% | +4.9% |
| 3M | +2.4% | +9.2% | -6.9% | -0.9% |
| 6M | +10.0% | +3.2% | +6.8% | +8.0% |
| YTD | +9.5% | -29.4% | +38.9% | +21.7% |
| 1Y | +17.2% | -27.9% | +45.1% | +29.2% |
| 3Y | +62.0% | -5.9% | +67.9% | +60.0% |
| 5Y | -2.1% | -23.5% | +21.4% | +2.3% |
| 10Y | +152.6% | +61.3% | +91.2% | +89.8% |
| All | +551.0% | +1,092.1% | -541.0% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling